+986.5%
ILMN vs VICR
+353.4%
+633.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.4% |
| 7D | -2.9% | +8.3% | -11.2% | -4.8% |
| 30D | -23.8% | -35.2% | +11.3% | -16.3% |
| 3M | +7.5% | -29.8% | +37.3% | +13.8% |
| 6M | +42.8% | -48.6% | +91.3% | +56.3% |
| YTD | +57.8% | +45.1% | +12.7% | +27.8% |
| 1Y | +72.6% | +79.6% | -6.9% | +32.3% |
| 3Y | +129.3% | +335.4% | -206.1% | +26.1% |
| 5Y | -44.5% | -1.0% | -43.5% | -60.7% |
| 10Y | +54.5% | +993.1% | -938.6% | -51.3% |
| All | +986.5% | +353.4% | +633.1% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling